+287.5%
CAH vs MCO
+393.6%
-106.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -5.1% | -3.8% | -1.3% | -3.9% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +6.3% | +7.7% | -1.4% | +3.3% |
| 6M | +9.4% | +7.0% | +2.4% | +6.0% |
| YTD | +15.0% | -6.4% | +21.4% | +16.0% |
| 1Y | +55.4% | -7.6% | +63.1% | +57.3% |
| 3Y | +173.8% | +43.2% | +130.6% | +132.0% |
| 5Y | +395.2% | +29.6% | +365.6% | +327.0% |
| All | +287.5% | +393.6% | -106.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling